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Unit-root tests and asymmetric adjustment with an example using the term strcuture of interest rates
Enders, Walter; Granger, C. W. J. - 1996
Persistent link: https://www.econbiz.de/10000955311
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Threshold-autoregressive, median-unbiased, and cointegration tests of purchasing power parity
Enders, Walter - In: International journal of forecasting 14 (1998) 2, pp. 171-186
Persistent link: https://www.econbiz.de/10001338713
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Accounting for real and nominal exchange rate movements in the post-Bretton Woods period
Enders, Walter - In: Journal of international money and finance 16 (1997) 2, pp. 233-254
Persistent link: https://www.econbiz.de/10001225597
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Unit-root tests and asymmetric adjustment with an example using the term structure of interest rates
Enders, Walter - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 3, pp. 304-311
Persistent link: https://www.econbiz.de/10001246510
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Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel; Brooks, Robert; Enders, Walter - In: Journal of empirical finance 38 (2016), pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
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Cointegration and threshold adjustment
Enders, Walter; Siklos, Pierre L. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 2, pp. 166-176
Persistent link: https://www.econbiz.de/10001568815
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D-TAR versus C-TAR models? : Modelling the dynamics of inflation
Enders, Walter; Siklos, Pierre L. - In: Contemporary issues in economics and econometrics : …, (pp. 205-225). 2004
Persistent link: https://www.econbiz.de/10002544754
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Forecasting series containing offsetting breaks : old school and new school methods of forecasting transnational terrorism
Enders, Walter; Liu, Yu; Prodan, Ruxandra - In: Defence and peace economics 20 (2009) 6, pp. 441-463
Persistent link: https://www.econbiz.de/10003938360
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A threshold model of real US GDP and the problem of constructing confidence intervals in TAR models
Enders, Walter; Falk, Barry; Siklos, Pierre L. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10009513022
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An empirical investigation of the Taylor curve
Olson, Eric; Enders, Walter; Wohar, Mark E. - In: Journal of macroeconomics 34 (2012) 2, pp. 380-390
Persistent link: https://www.econbiz.de/10009689389